S&P / ASX 200 Volatility Index

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	param	t-stat
$ω$	0.6780	4.29
$α$	0.0854	6.42
$β$	0.8787	45.10
$γ_{1}$	-0.3148	-0.82
$γ_{2}$	0.3096	0.51
$γ_{3}$	0.2569	0.61
$γ_{4}$	-0.7646	-1.93
$γ_{5}$	0.9821	2.85
$γ_{6}$	-0.6926	-2.09
$γ_{7}$	0.4530	1.34
$γ_{8}$	-0.5134	-1.44
$γ_{9}$	0.4020	1.40

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Alice Queen Limited Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Alice Queen Limited Analyses